Search results for "Greeks"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
107	Masato Koda	A New Computing Method for Greeks Using Stochastic Sensitivity Analysis.	International Conference on Computational Science (2)	2007	DBLP DOI BibTeX RDF	Malliavin calculus, Monte Carlo simulation, Greeks
49	Efthimis N. Efthimiadis	How do Greeks search the web?: a query log analysis study.	CIKM-iNEWS	2008	DBLP DOI BibTeX RDF	Greek web search, non-English web search, user behavior, query log analysis
26	Anselm Hudde	greeks: Sensitivities of Prices of Financial Options and Implied Volatilities.	J. Open Source Softw.	2024	DBLP DOI BibTeX RDF
26	Karel J. in 't Hout	A note on the numerical approximation of Greeks for American-style options.	CoRR	2024	DBLP DOI BibTeX RDF
26	Nneka Umeorah, Phillip Mashele, Onyecherelam Agbaeze, Jules Clement Mba	Barrier Options and Greeks: Modeling with Neural Networks.	Axioms	2023	DBLP DOI BibTeX RDF
26	Margaret Gross	"How didst thou come beneath the murky darkness?": sense-making in light of the ancient Greeks and in the spirit of Hegel.	J. Documentation	2023	DBLP DOI BibTeX RDF
26	Mark Klaisoongnoen, Nick Brown 0002, Oliver Thomson Brown	Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs.	CoRR	2022	DBLP DOI BibTeX RDF
26		Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs.	CoRR	2022	DBLP DOI BibTeX RDF
26	David Mestel	Beware of Greeks bearing entanglement? Quantum covert channels, information flow and non-local games.	CoRR	2022	DBLP BibTeX RDF
26	Jingtang Ma, Wensheng Yang, Zhenyu Cui	Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks.	J. Comput. Appl. Math.	2022	DBLP DOI BibTeX RDF
26	David Mestel	Beware of Greeks bearing entanglement? Quantum covert channels, information flow and non-local games.	CSF	2022	DBLP DOI BibTeX RDF
26	Mark Klaisoongnoen, Nick Brown 0002, Oliver Thomson Brown	Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs.	H2RC@SC	2022	DBLP DOI BibTeX RDF
26	Mark Klaisoongnoen, Nick Brown 0002, Oliver Thomson Brown	Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs.	HEART	2022	DBLP DOI BibTeX RDF
26	Wensheng Yang, Jingtang Ma, Zhenyu Cui	Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates.	Math. Methods Oper. Res.	2021	DBLP DOI BibTeX RDF
26	Chao Yu, Xiaoqun Wang	Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks.	CoRR	2021	DBLP BibTeX RDF
26	John Koutsikakis, Ilias Chalkidis, Prodromos Malakasiotis, Ion Androutsopoulos	GREEK-BERT: The Greeks visiting Sesame Street.	CoRR	2020	DBLP BibTeX RDF
26	Salvatore Cuomo, Francesco Piccialli, Federica Sica	RBF methods in a Stochastic Volatility framework for Greeks computation.	J. Comput. Appl. Math.	2020	DBLP DOI BibTeX RDF
26	Salvatore Cuomo, Federica Sica, Gerardo Toraldo	Greeks computation in the option pricing problem by means of RBF-PU methods.	J. Comput. Appl. Math.	2020	DBLP DOI BibTeX RDF
26	John Koutsikakis, Ilias Chalkidis, Prodromos Malakasiotis, Ion Androutsopoulos	GREEK-BERT: The Greeks visiting Sesame Street.	SETN	2020	DBLP DOI BibTeX RDF
26	Hanbyeol Jang, Jian Wang 0052, Junseok Kim	Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
26	Thomas Gerstner, Bastian Harrach, Daniel Roth 0004	Convergence of Milstein Brownian bridge Monte Carlo methods and stable Greeks calculation.	CoRR	2019	DBLP BibTeX RDF
26	Hong-Ming Chen, Cheng-Feng Hu, Wei-Chang Yeh	Option pricing and the Greeks under Gaussian fuzzy environments.	Soft Comput.	2019	DBLP DOI BibTeX RDF
26	Shashi Jain, Álvaro Leitao, Cornelis W. Oosterlee	Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for early-exercise options.	J. Comput. Sci.	2019	DBLP DOI BibTeX RDF
26	Luiz Velho 0001, Leonardo Carvalho, Djalma Lucio	VR Kino+Theatre: From the Ancient Greeks Into the Future of Media.	Symposium on Computer Animation (Posters)	2018	DBLP DOI BibTeX RDF
26	Oliver Pfante, Nils Bertschinger	Uncertainty of Volatility Estimates from Heston Greeks.	Frontiers Appl. Math. Stat.	2017	DBLP DOI BibTeX RDF
26	Kensuke Ishitani	Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals.	JSIAM Lett.	2017	DBLP DOI BibTeX RDF
26	Yoshifumi Muroi, Shintaro Suda	Computation of Greeks in jump-diffusion models using discrete Malliavin calculus.	Math. Comput. Simul.	2017	DBLP DOI BibTeX RDF
26	Chengfeng Weng, Xiaoqun Wang, Zhijian He	Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension Reduction.	SIAM J. Sci. Comput.	2017	DBLP DOI BibTeX RDF
26	Luca Capriotti, Yupeng Jiang, Andrea Macrina	AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks.	Algorithmic Finance	2017	DBLP DOI BibTeX RDF
26	Ankur Kanaujiya, Siddhartha P. Chakrabarty	Pricing and estimates of Greeks for passport option: A three time level approach.	J. Comput. Appl. Math.	2017	DBLP DOI BibTeX RDF
26	Shaolong Tong, Guangwu Liu	Importance Sampling for Option Greeks with Discontinuous Payoffs.	INFORMS J. Comput.	2016	DBLP DOI BibTeX RDF
26	Douglas Cawthorne, Romylos Irodotou	Proportional Systems in the Design of the Cathedral of St. George of the Greeks, Cyprus.	EuroMed (1)	2016	DBLP DOI BibTeX RDF
26	Shashi Jain, Cornelis W. Oosterlee	The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks.	Appl. Math. Comput.	2015	DBLP DOI BibTeX RDF
26	Luca Capriotti	Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks.	Algorithmic Finance	2015	DBLP DOI BibTeX RDF
26	Wenbin Hu, Shenghong Li 0003	Fast Greeks by simulation: The block adjoint method with memory reduction.	J. Comput. Appl. Math.	2015	DBLP DOI BibTeX RDF
26	Susana Álvarez-Díez, J. Samuel Baixauli-Soler, María Belda-Ruiz	Are we using the wrong letters? An analysis of executive stock option Greeks.	Central Eur. J. Oper. Res.	2014	DBLP DOI BibTeX RDF
26	Yongjia Xu, Yongzeng Lai, Haixiang Yao	Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods.	Appl. Math. Comput.	2014	DBLP DOI BibTeX RDF
26	Kemal Dinçer Dingeç, Wolfgang Hörmann	Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options.	WSC	2014	DBLP DOI BibTeX RDF
26	Yoshifumi Muroi, Shintaro Suda	Discrete Malliavin calculus and computations of greeks in the binomial tree.	Eur. J. Oper. Res.	2013	DBLP DOI BibTeX RDF
26	Marc Henrard	Calibration in Finance: Very Fast Greeks Through Algorithmic Differentiation and Implicit Function.	ICCS	2013	DBLP DOI BibTeX RDF
26	Jae Joon Ahn, Dong Ha Kim, Kyong Joo Oh, Tae Yoon Kim	Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach.	Expert Syst. Appl.	2012	DBLP DOI BibTeX RDF
26	Guangwu Liu, L. Jeff Hong	Kernel Estimation of the Greeks for Options with Discontinuous Payoffs.	Oper. Res.	2011	DBLP DOI BibTeX RDF
26	Jörg Kampen	Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of Multivariate American Derivatives and Their Greeks.	SIAM J. Appl. Math.	2011	DBLP DOI BibTeX RDF
26	Yuh-Dauh Lyuu, Huei-Wen Teng	Unbiased and efficient Greeks of financial options.	Finance Stochastics	2011	DBLP DOI BibTeX RDF
26	Lingyan Cao, Michael C. Fu 0001	Estimating Greeks for Variance-Gamma.	WSC	2010	DBLP DOI BibTeX RDF
26	Evelina Leivada, Paraskevi Mavroudi, Anna Epistithiou	Metalanguage or bidialectism? acquisition of clitic placement by Hellenic Greeks, Greek Cypriots and binationals in the diglossic context of Cyprus.	ExLing	2010	DBLP BibTeX RDF
26	Jinhong Xu, Weidong Xu, Weijun Xu	Greeks Analysis of Currency Option under Fuzzy Environment.	CSO (1)	2009	DBLP DOI BibTeX RDF
26	Jörg Kampen, Anastasia Kolodko, John Schoenmakers	Monte Carlo Greeks for Financial Products via Approximative Transition Densities.	SIAM J. Sci. Comput.	2008	DBLP DOI BibTeX RDF
26	Luca Capriotti	Reducing the variance of likelihood ratio greeks in Monte Carlo.	WSC	2008	DBLP DOI BibTeX RDF
26	Youssef El-Khatib, Nicolas Privault	Computations of Greeks in a market with jumps via the Malliavin calculus.	Finance Stochastics	2004	DBLP DOI BibTeX RDF
26	Mark Broadie, Özgür Kaya	Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models.	WSC	2004	DBLP BibTeX RDF
26	Stelios H. Zanakis, Stavros Theofanides, Anthony N. Kontaratos, Theodosios P. Tassios	Ancient Greeks' Practices and Contributions in Public and Entrepreneurship Decision Making.	Interfaces	2003	DBLP DOI BibTeX RDF
23	Robert Schaefer	Software maturity: design as dark art.	ACM SIGSOFT Softw. Eng. Notes	2009	DBLP DOI BibTeX RDF
23	Andruid Kerne, Ron Wakkary, Frank Nack, Amanda Steggell, Alejandro Jaimes, K. Selçuk Candan, Alberto Del Bimbo, Pamela Jennings, Aleksandra Dulic	Connecting artists and scientists in multimedia research.	ACM Multimedia	2008	DBLP DOI BibTeX RDF	collaboration, arts, hybrid, sciences, interdisciplinary
23	Ingemar J. Cox	Watermarking, steganography and content forensics.	MM&Sec	2008	DBLP DOI BibTeX RDF	content forensics, steganography, digital watermarking, data hiding, steganalysis
23	Gang Zhao, Tarik Borogovac, Pirooz Vakili	Efficient estimation of option price and price sensitivities via structured database Monte Carlo (SDMC).	WSC	2007	DBLP DOI BibTeX RDF
23	Nan Chen, L. Jeff Hong	Monte Carlo simulation in financial engineering.	WSC	2007	DBLP DOI BibTeX RDF
23	Laurel M. Sheppard	Visual Effects and Video Analysis Lead to Olympics Victories.	IEEE Computer Graphics and Applications	2006	DBLP DOI BibTeX RDF	biomechanics, Olympics
23	Gianluca Fusai, I. David Abrahams, Carlo Sgarra	An exact analytical solution for discrete barrier options.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	Barrier options, discrete monitoring, Wiener-Hopf equation, Black-Scholes, z-transform
23	Roberto Moreno-Díaz	Cast Methods in Biocybernetics.	EUROCAST	1999	DBLP DOI BibTeX RDF